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scientific article; zbMATH DE number 6135071
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scientific article; zbMATH DE number 6135071

    Statements

    publication date
    7 February 2013
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    zbMATH Keywords
    portfolio optimization
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    conditional value at risk
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    robust optimization
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    linear programming
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    second-order cone programming
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    author
    Zhi-feng Dai
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    Dong-hui Li
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    Feng-Hua Wen
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    Identifiers

    Mathematics Subject Classification ID
    90C90
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    91G10
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    62P05
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    zbMATH DE Number
    6135071
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